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Results: 95
Number of items: 95
  • Laeven, R. (2006). Stochastische afhankelijkheid en het meten van risico: Uitdagingen in kwantitatief risicomanagement. Aenorm, (51), 33-38. http://www.aenorm.nl/artikelen/51-laeven.pdf
  • Open Access
    Pelsser, A. A. J., & Laeven, R. J. A. (2006). Optimal dividends and ALM under unhedgeable risk. (Working Paper). Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/pp/bin/384fulltext.pdf
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., Tang, Q., & Vernic, R. (2005). The tail probability of discounted sums of Pareto-like losses in insurance. Scandinavian Actuarial Journal, 2005(6), 446-461. https://doi.org/10.1080/03461230500361943
  • Open Access
    Laeven, R. J. A. (2005). Worst VaR scenarios: a remark. (ACT working paper). University of Amsterdam, Dept. of Quantitative Economics, Actuarial Science. http://aimsrv1.fee.uva.nl/koen/attachme.nsf/view/9D446C16F4D08175C1256D39004E9FED/$file/Worst%20VaR%20Scenarios%20Extension1IME.pdf
  • Open Access
    Laeven, R. J. A. (2005). Essays on risk measures and stochastic dependence : with applications to insurance and finance. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
  • Dhaene, J. L. M., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., & Goovaerts, M. J. (2004). Can a cohorent risk measure be too subadditive? In Proceedings of the 14th International AFIR Conference
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 3rd conference in Actuarial Science and Finance
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 8th International IME conference
  • Goovaerts, M. J., van den Borre, E., & Laeven, R. J. A. (2004). Managing economic and virtual economic capital within financial conglomerates. In Proceedings of the 35th International ASTIN Conference
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A Comonotonic Image of Independence for Additive Risk Measures. Insurance: Mathematics & Economics, 35(3), 581-594. https://doi.org/10.1016/j.insmatheco.2004.07.005
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